+999.0%
WMT vs V
+3,168.3%
-2,169.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | +10.3% | +9.0% | +1.3% | +8.1% |
| 3M | +11.0% | +16.7% | -5.8% | +6.9% |
| 6M | -2.3% | +33.4% | -35.8% | -8.9% |
| YTD | +15.7% | +22.4% | -6.7% | +9.7% |
| 1Y | +26.0% | +27.7% | -1.7% | +18.2% |
| 3Y | +136.5% | +78.0% | +58.5% | +104.5% |
| 5Y | +176.8% | +108.5% | +68.3% | +127.7% |
| 10Y | +537.5% | +459.0% | +78.5% | +305.3% |
| All | +999.0% | +3,168.3% | -2,169.3% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded V wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling